There is a growing body of experimental evidence to suggest that the brain is capable of approximating optimal Bayesian inference in the face of noisy input stimuli. Despite this progress, the neural underpinnings of this computation are still poorly understood. In this paper we focus on the problem of Bayesian filtering of stochastic time series. In particular we introduce a novel neural network, derived from a line attractor architecture, whose dynamics map directly onto those of the Kalman Filter in the limit where the prediction error is small. When the prediction error is large we show that the network responds robustly to change-points in a way that is qualitatively compatible with the optimal Bayesian model.

Many interesting problems, including Bayesian network structure-search, can be cast in terms of finding the optimum value of a function over the space of graphs. However, this function is often expensive to compute exactly. We here present a method derived from the study of reproducing-kernel Hilbert spaces which takes advantage of the regular structure of the space of all graphs on a fixed number of nodes to obtain approximations to the desired function quickly and with reasonable accuracy. We then test this method on both a small testing set and a real-world Bayesian network; the results suggest that not only is this method reasonably accurate, but that the BDe score itself varies quadratically over the space of all graphs. Papers published at the Neural Information Processing Systems Conference.

We propose a multiplicative approximation scheme (MAS) for inference problems in graphical models, which can be applied to various inference algorithms. The method uses $\epsilon$-decompositions which decompose functions used throughout the inference procedure into functions over smaller sets of variables with a known error $\epsilon$. We show how to optimize $\epsilon$-decompositions and provide a fast closed-form solution for an $L_2$ approximation. Applying MAS to the Variable Elimination inference algorithm, we introduce an algorithm we call DynaDecomp which is extremely fast in practice and provides guaranteed error bounds on the result. The superior accuracy and efficiency of DynaDecomp is demonstrated.

Multiple object tracking is a task commonly used to investigate the architecture of human visual attention. Human participants show a distinctive pattern of successes and failures in tracking experiments that is often attributed to limits on an object system, a tracking module, or other specialized cognitive structures. Here we use a computational analysis of the task of object tracking to ask which human failures arise from cognitive limitations and which are consequences of inevitable perceptual uncertainty in the tracking task. We find that many human performance phenomena, measured through novel behavioral experiments, are naturally produced by the operation of our ideal observer model (a Rao-Blackwelized particle filter). The tradeoff between the speed and number of objects being tracked, however, can only arise from the allocation of a flexible cognitive resource, which can be formalized as either memory or attention.

We identify and investigate a strong connection between probabilistic inference and differential privacy, the latter being a recent privacy definition that permits only indirect observation of data through noisy measurement. Previous research on differential privacy has focused on designing measurement processes whose output is likely to be useful on its own. We consider the potential of applying probabilistic inference to the measurements and measurement process to derive posterior distributions over the data sets and model parameters thereof. We find that probabilistic inference can improve accuracy, integrate multiple observations, measure uncertainty, and even provide posterior distributions over quantities that were not directly measured. Papers published at the Neural Information Processing Systems Conference.

Everyday social interactions are heavily influenced by our snap judgments about others goals. Even young infants can infer the goals of intentional agents from observing how they interact with objects and other agents in their environment: e.g., that one agent is helping or hindering anothers attempt to get up a hill or open a box. We propose a model for how people can infer these social goals from actions, based on inverse planning in multiagent Markov decision problems (MDPs). The model infers the goal most likely to be driving an agents behavior by assuming the agent acts approximately rationally given environmental constraints and its model of other agents present. Papers published at the Neural Information Processing Systems Conference.

We introduce the first temporal-difference learning algorithm that is stable with linear function approximation and off-policy training, for any finite Markov decision process, target policy, and exciting behavior policy, and whose complexity scales linearly in the number of parameters. We consider an i.i.d.\ policy-evaluation setting in which the data need not come from on-policy experience. The gradient temporal-difference (GTD) algorithm estimates the expected update vector of the TD(0) algorithm and performs stochastic gradient descent on its L_2 norm. Our analysis proves that its expected update is in the direction of the gradient, assuring convergence under the usual stochastic approximation conditions to the same least-squares solution as found by the LSTD, but without its quadratic computational complexity. GTD is online and incremental, and does not involve multiplying by products of likelihood ratios as in importance-sampling methods.

We develop a probabilistic model of human memory performance in free recall experiments. In these experiments, a subject first studies a list of words and then tries to recall them. To model these data, we draw on both previous psychological research and statistical topic models of text documents. We assume that memories are formed by assimilating the semantic meaning of studied words (represented as a distribution over topics) into a slowly changing latent context (represented in the same space). During recall, this context is reinstated and used as a cue for retrieving studied words.

The goal of perception is to infer the hidden states in the hierarchical process by which sensory data are generated. Human behavior is consistent with the optimal statistical solution to this problem in many tasks, including cue combination and orientation detection. Understanding the neural mechanisms underlying this behavior is of particular importance, since probabilistic computations are notoriously challenging. Here we propose a simple mechanism for Bayesian inference which involves averaging over a few feature detection neurons which fire at a rate determined by their similarity to a sensory stimulus. This mechanism is based on a Monte Carlo method known as importance sampling, commonly used in computer science and statistics.

We present a general Bayesian approach to probabilistic matrix factorization subject to linear constraints. The approach is based on a Gaussian observation model and Gaussian priors with bilinear equality and inequality constraints. We present an efficient Markov chain Monte Carlo inference procedure based on Gibbs sampling. Special cases of the proposed model are Bayesian formulations of non-negative matrix factorization and factor analysis. The method is evaluated on a blind source separation problem.